"Up in Annie's room, behind the clock"

: A phrase I remember from the 1940s, used when someone enquired about the whereabouts of some (lost) object. This reply either meant "I don't know" or "I am not telling you".

: Anyone know the origin???

up in Annie's room behind the clock, it's (or ... behind the wallpaper) explanatory phrase for when something disappears unaccountably about the house (usually). It may have originated as a services' catchphrase before the First World War, in reply to a query concerning someone's whereabouts.
From _Cassell Dictionary of Catchphrases_ by Nigel Rees